There was no barnyard2 package installed at all, so It has complain only about mysql, I've deleted it and rerun pkg_add.
All is working perfect now! I hope it will not affect the system cause only snort uses mysql client and barnyard2…

I copied the file from files.pfsense.com to /usr/local/bin and barnyard2 has started running. Would be good if either this binary is included in the package or at least there is a note mentioning where to copy barnyard2 from for the users who wish to use.

I was a little hurry, after reboot barnyard2 doesn't start with snort, maybe because its own init script…
So I just did second option as codemarauder noted above, and it's working now.
Also have added execution attribute to file

chmod u+x /usr/local/bin/barnyard2

So to fix issue barnyard binary is only needed. Yes, It would be good to add it to package.